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Quantified Tactical Fixed Income Fund (QFITX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

Under normal circumstances, the fund invests at least 80% of its net assets (plus any borrowing for investment purposes) in fixed income securities. The manager defines fixed income securities as debt instruments, exchange-traded funds ("ETFs") and mutual funds that invest primarily in debt instruments, and futures and swap contracts on debt instruments. It invests in ETFs and mutual funds that are not affiliated with the Adviser or Subadviser. The fund invests primarily in U.S. government debt and high-yield debt (commonly known as "junk bonds"), directly or through ETFs and mutual funds. It is non-diversified.

Sortino ratio is not yet available for QFITX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Quantified Tactical Fixed Income Fund's Sortino Ratio with other mutual funds in the Nontraditional Bonds category across multiple time periods, showing how QFITX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
CELFXCliffwater Enhanced Lending Fund35.96
CBYYXVictory Pioneer Cat Bond Fund Class Y33.15
SCFZXPGIM Securitized Credit Fund18.60
EIGMXEaton Vance Global Macro Absolute Return Fund9.86
EGRIXEaton Vance Global Macro Absolute Return Advantage Fund7.64
APFPXArtisan Global Unconstrained Fund6.80
GMODXGMO Opportunistic Income Fund5.61
DFLEXDoubleLine Flexible Income Fund5.53
PADZXPGIM Absolute Return Bond Fund5.35
AFLIXAnfield Universal Fixed Income Fund4.64
QFITXQuantified Tactical Fixed Income Fund—
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Historical Sortino Ratio

The chart shows QFITX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QFITX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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